Total factor productivity growth and oil price volatilityThis paper investigates the links between oil price
volatility and total factor productivity (TFP
On Implied Volatility Surface Construction for Stochastic Investment ModelsOn Implied
Volatility Surface Construction for Stochastic Investment Models
Forecasting the export energy policy of Russia in terms of volatility of world prices on resources and predicting the impact of internal and external risks to the domestic economy. In terms of
volatility Forecasting the export energy policy of Russia in terms of volatility of world prices on resources and predicting the impact of internal and external risks to the domestic economy. In terms of
volatility THE STOCHASTIC VOLATILITY IN INTEREST RATE MODELS OF DIFFUSION PROCESSES-factor interest rate with stochastic
volatility and we propose that the interest rate follows diffusion process
Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic-varying patterns of
volatility connectedness across equities and major commodities (oil, gold, silver and natural